well that takes all the fun out of it! :P I enjoy doing the chemistry myself instead of just buying the end product. My plan was to react Borax with Hydrochloric acid to make boric acid. Then heat the Boric acid so it decomposes into Boric oxide. Then react that with magnesium to get Boron.

Sounds just fine, up to the point of hot magnesium. You need an Argon atmosphere, which you could acquire as welding-gas, but it's going to be hazardous. If you reckon it can be done do make an Instructable from it.

You could get boron by heating borax (Na2B4O7·10H2O) with carbon in an inert atmosphere like argon gas. Making fireworks? Something I need to mention is that since 9/11, if you make anything that explodes, even if it's a firecracker, the LEGAL TERM for that thing is a BOMB! Beyond that, a person in possession of a bomb is a terrorist. If you want to make fireworks, there's a license you can get that will protect you prosecution and give you easy access to the necessary chemicals.